+13,866.7%
TROW vs PPG
+2,583.7%
+11,283.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.2% | -6.2% | +3.1% | +0.8% |
| 30D | -4.6% | -7.9% | +3.3% | +0.4% |
| 3M | -0.7% | -10.2% | +9.6% | +5.7% |
| 6M | +22.2% | +2.7% | +19.5% | +18.0% |
| YTD | +6.6% | +4.9% | +1.7% | +0.6% |
| 1Y | +5.8% | -3.2% | +9.0% | +4.7% |
| 3Y | +11.6% | -17.0% | +28.6% | +20.2% |
| 5Y | -38.9% | -23.3% | -15.6% | -31.5% |
| 10Y | +128.5% | +26.4% | +102.1% | +74.2% |
| All | +13,866.7% | +2,583.7% | +11,283.0% | +2,529.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling